+2,037.5%
FLUT vs TEVA
+182.5%
+1,854.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.6% | -1.7% | -0.9% | -2.5% |
| 30D | +5.4% | +2.0% | +3.4% | +5.2% |
| 3M | -10.8% | +7.0% | -17.7% | -11.2% |
| 6M | -9.2% | +17.0% | -26.2% | -10.3% |
| YTD | -53.8% | +18.1% | -71.9% | -54.4% |
| 1Y | -66.0% | +87.2% | -153.2% | -67.5% |
| 3Y | -44.7% | +283.1% | -327.7% | -49.9% |
| 5Y | -50.6% | +298.4% | -349.0% | -55.7% |
| 10Y | -10.4% | -23.4% | +13.0% | -16.2% |
| All | +2,037.5% | +182.5% | +1,854.9% | +1,843.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling